Stochastic Processes In Physics And Engineering

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Stochastic Processes in Physics and Engineering

Author : Sergio Albeverio,Philip Blanchard,Michiel Hazewinkel,L. Streit
Publisher : Springer Science & Business Media
Page : 418 pages
File Size : 50,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9789400928930

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Stochastic Processes in Physics and Engineering by Sergio Albeverio,Philip Blanchard,Michiel Hazewinkel,L. Streit Pdf

Approach your problems from the right end It isn't that they can't see the solution. It is and begin with the answers. Then one day, that they can't see the problem. perhaps you will find the final question. O. K. Chesterton. The Scandal of Father 'The Hermit Qad in Crane Feathers' in R. Brown 'The point of a Pin'. van Gu!ik's The Chinese Maze Murders. Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "experimental mathematics", "CFD", "completely integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics.

Stochastic Processes for Physicists

Author : Kurt Jacobs
Publisher : Cambridge University Press
Page : 203 pages
File Size : 48,6 Mb
Release : 2010-02-18
Category : Science
ISBN : 9781139486798

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Stochastic Processes for Physicists by Kurt Jacobs Pdf

Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid understanding of stochastic processes and stochastic calculus in physics, without the need for measure theory. In avoiding measure theory, this textbook gives readers the tools necessary to use stochastic methods in research with a minimum of mathematical background. Coverage of the more exotic Levy processes is included, as is a concise account of numerical methods for simulating stochastic systems driven by Gaussian noise. The book concludes with a non-technical introduction to the concepts and jargon of measure-theoretic probability theory. With over 70 exercises, this textbook is an easily accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics.

Stochastic Processes in Physics and Chemistry

Author : N.G. Van Kampen
Publisher : Elsevier
Page : 482 pages
File Size : 51,9 Mb
Release : 1992-11-20
Category : Science
ISBN : 9780080571386

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Stochastic Processes in Physics and Chemistry by N.G. Van Kampen Pdf

This new edition of Van Kampen's standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives more attention in a separate chapter in which non-Gaussian and colored noise are introduced. Another additional chapter contains old and new material on first-passage times and related subjects which lay the foundation for the chapter on unstable systems. Finally a completely new chapter has been written on the quantum mechanical foundations of noise. The references have also been expanded and updated.

Stochastic Processes in Classical and Quantum Physics and Engineering

Author : Harish Parthasarathy
Publisher : Taylor & Francis
Page : 275 pages
File Size : 54,8 Mb
Release : 2022-12-23
Category : Science
ISBN : 9781000815542

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Stochastic Processes in Classical and Quantum Physics and Engineering by Harish Parthasarathy Pdf

This book covers a wide range of problems involving the applications of stochastic processes, stochastic calculus, large deviation theory, group representation theory and quantum statistics to diverse fields in dynamical systems, electromagnetics, statistical signal processing, quantum information theory, quantum neural network theory, quantum filtering theory, quantum electrodynamics, quantum general relativity, string theory, problems in biology and classical and quantum fluid dynamics. The selection of the problems has been based on courses taught by the author to undergraduates and postgraduates in Electronics and Communications Engineering. Print edition not for sale in South Asia (India, Sri Lanka, Nepal, Bangladesh, Pakistan or Bhutan).

Selected Papers on Noise and Stochastic Processes

Author : Nelson Wax
Publisher : Courier Dover Publications
Page : 355 pages
File Size : 48,9 Mb
Release : 1954-01-01
Category : Technology & Engineering
ISBN : 9780486602622

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Selected Papers on Noise and Stochastic Processes by Nelson Wax Pdf

These six classic papers on stochastic process were selected to meet the needs of professionals and advanced undergraduates and graduate students in physics, applied mathematics, and engineering. Contents include: "Stochastic Problems in Physics and Astronomy" by S. Chandrasekhar from Reviews of Modern Physics, Vol. 15, No. 1 "On the Theory of Brownian Motion" by G. E. Uhlenbeck and L. S. Ornstein from Physical Review, Vol. 36, No. 3 "On the Theory of the Brownian Motion II" by Ming Chen Wang and G. E. Uhlenbeck from Reviews of Modern Physics, Vol. 17, Nos. 2 and 3 "Mathematical Analysis of Random Noise" by S. O. Rice from Bell System Technical Journal, Vols. 23 and 24 "Random Walk and the Theory of Brownian Motion" by Mark Kac from American Mathematical Monthly, Vol. 54, No. 7 "The Brownian Movement and Stochastic Equations" by J. L. Doob from Annals of Mathematics, Vol. 43, No. 2

Physics of Stochastic Processes

Author : Reinhard Mahnke,Jevgenijs Kaupuzs,Ihor Lubashevsky
Publisher : John Wiley & Sons
Page : 447 pages
File Size : 53,5 Mb
Release : 2009-08-04
Category : Science
ISBN : 9783527626106

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Physics of Stochastic Processes by Reinhard Mahnke,Jevgenijs Kaupuzs,Ihor Lubashevsky Pdf

Based on lectures given by one of the authors with many years of experience in teaching stochastic processes, this textbook is unique in combining basic mathematical and physical theory with numerous simple and sophisticated examples as well as detailed calculations. In addition, applications from different fields are included so as to strengthen the background learned in the first part of the book. With its exercises at the end of each chapter (and solutions only available to lecturers) this book will benefit students and researchers at different educational levels. Solutions manual available for lecturers on www.wiley-vch.de

Stochastic Differential Equations

Author : K. Sobczyk
Publisher : Springer Science & Business Media
Page : 428 pages
File Size : 46,6 Mb
Release : 2001-11-30
Category : Mathematics
ISBN : 1402003455

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Stochastic Differential Equations by K. Sobczyk Pdf

'Et moi, .. si lavait su CO.llUlJalt en revc: nir, One acMcc matbcmatica bu JaIdcred the human rac: c. It bu put COIDIDOD _ beet je n'y serais point aBe.' Jules Verne wbac it bdoup, 0Jl !be IbcII _t to !be dusty cauialcr Iabc&d 'diMardod__ The series is divergent; thc: reforc we may be -'. I!.ticT. Bc: I1 able to do something with it. O. Hcavisidc Mathematics is a tool for thought. A highly necessary tool in a world when: both feedback and non- linearities abound. Similarly. all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statcmalts as: 'One service topology has rendered mathematical physics ...-; 'One service logic has rendered c0m- puter science ...'; 'One service category theory has rendered mathematics ...'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series. This series, Mathematics and Its Applications. started in 19n. Now that over one hundred volumes have appeared it seems opportune to reexamine its scope. At the time I wrote "Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However. the 'tree' of knowledge of mathematics and related fields does not grow only by putting forth new branc: hes. It also happens, quite often in fact, that branches which were thought to be completely.

An Introduction to Continuous-Time Stochastic Processes

Author : Vincenzo Capasso,David Bakstein
Publisher : Springer Science & Business Media
Page : 344 pages
File Size : 52,8 Mb
Release : 2008-01-03
Category : Mathematics
ISBN : 9780817644284

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An Introduction to Continuous-Time Stochastic Processes by Vincenzo Capasso,David Bakstein Pdf

This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. Balancing theory and applications, the authors use stochastic methods and concrete examples to model real-world problems from engineering, biomathematics, biotechnology, and finance. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference. The book will be of interest to students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, physics, and engineering.

Stochastic Methods in Quantum Mechanics

Author : Stanley P. Gudder
Publisher : Courier Corporation
Page : 242 pages
File Size : 52,9 Mb
Release : 2005-12-10
Category : Science
ISBN : 9780486445328

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Stochastic Methods in Quantum Mechanics by Stanley P. Gudder Pdf

This introductory treatment surveys useful stochastic methods and techniques in quantum physics, functional analysis, probability theory, communications, and electrical engineering. Starting with a history of quantum mechanics, it examines both the quantum logic approach and the operational approach, with explorations of random fields and quantum field theory. 1979 edition.

Engineering Applications of Stochastic Processes

Author : Alexander Zayezdny,Daniel Tabak,Dov Wulich
Publisher : Taylor & Francis Group
Page : 536 pages
File Size : 48,9 Mb
Release : 1989
Category : Science
ISBN : UOM:39015012020809

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Engineering Applications of Stochastic Processes by Alexander Zayezdny,Daniel Tabak,Dov Wulich Pdf

A concise, systematic treatment of probabilistic calculations of the sort used in electronic communication, radar, and automatic control. Appropriate as a text in stochastic processes, statistical communication methods, or automatic control. First section discusses random variables. Second section deals with random processes, and response of linear systems to random processes. Each theoretical topic is followed by a description of the associated computational procedures. Chapters contain problems, with solutions.

Stochastic Processes in Physics and Engineering

Author : Sergio Albeverio,Philip Blanchard,Michiel Hazewinkel,Ludwig Streit
Publisher : Unknown
Page : 128 pages
File Size : 45,8 Mb
Release : 1988
Category : Engineering mathematics
ISBN : OCLC:471874126

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Stochastic Processes in Physics and Engineering by Sergio Albeverio,Philip Blanchard,Michiel Hazewinkel,Ludwig Streit Pdf

Stochastic Processes and Applications

Author : Grigorios A. Pavliotis
Publisher : Springer
Page : 339 pages
File Size : 48,7 Mb
Release : 2014-11-19
Category : Mathematics
ISBN : 9781493913237

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Stochastic Processes and Applications by Grigorios A. Pavliotis Pdf

This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.

Discrete Stochastic Processes

Author : Robert G. Gallager
Publisher : Springer Science & Business Media
Page : 280 pages
File Size : 43,7 Mb
Release : 2012-12-06
Category : Technology & Engineering
ISBN : 9781461523291

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Discrete Stochastic Processes by Robert G. Gallager Pdf

Stochastic processes are found in probabilistic systems that evolve with time. Discrete stochastic processes change by only integer time steps (for some time scale), or are characterized by discrete occurrences at arbitrary times. Discrete Stochastic Processes helps the reader develop the understanding and intuition necessary to apply stochastic process theory in engineering, science and operations research. The book approaches the subject via many simple examples which build insight into the structure of stochastic processes and the general effect of these phenomena in real systems. The book presents mathematical ideas without recourse to measure theory, using only minimal mathematical analysis. In the proofs and explanations, clarity is favored over formal rigor, and simplicity over generality. Numerous examples are given to show how results fail to hold when all the conditions are not satisfied. Audience: An excellent textbook for a graduate level course in engineering and operations research. Also an invaluable reference for all those requiring a deeper understanding of the subject.